Title :
On noisy FIR filtering via total least squares estimation
Author_Institution :
Sch. of QMMS, Western Sydney Univ., Penrith South, NSW, Australia
Abstract :
It is known that a problem of FIR filtering with noisy input and output data can be formulated as a total least squares (TLS) estimation problem. In this paper the sensitivity of the TLS algorithm with respect to the ratio between the variances of the input and output noises is studied. The sensitivity analysis shows that the assumption of the known noise variances ratio, which is vital to application of the TLS algorithm, can be relaxed to that of a rough range of this ratio. The practical workability of the TLS algorithm in noisy FIR filtering is thereby substantially increased. The theoretical findings are corroborated with computer simulation results.
Keywords :
FIR filters; filtering theory; least squares approximations; sensitivity analysis; TLS algorithm; input noise variance; noise variances ratio; noisy FIR filtering; noisy input data; noisy output data; output noise variance; sensitivity analysis; total least squares estimation; Additive noise; Application software; Australia; Filtering algorithms; Finite impulse response filter; Least squares approximation; Noise measurement; Sensitivity analysis; Signal processing algorithms; Signal to noise ratio;
Conference_Titel :
Circuits and Systems, 2004. ISCAS '04. Proceedings of the 2004 International Symposium on
Print_ISBN :
0-7803-8251-X
DOI :
10.1109/ISCAS.2004.1328780
